-63.2%
CSGP vs JBL
+270.2%
-333.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.2% | -5.8% | -4.8% |
| 7D | +1.3% | -12.3% | +13.6% | +2.6% |
| 30D | +10.7% | -20.2% | +30.9% | +13.2% |
| 3M | +3.3% | -30.6% | +33.9% | +7.3% |
| 6M | -10.3% | -35.8% | +25.4% | -6.6% |
| YTD | -54.6% | +4.9% | -59.5% | -58.5% |
| 1Y | -54.6% | +11.3% | -65.9% | -59.3% |
| 3Y | -60.3% | +89.1% | -149.4% | -71.8% |
| All | -63.2% | +270.2% | -333.4% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling